diff --git a/pandas/core/categorical.py b/pandas/core/categorical.py
index fa3d13c174245..6dba41a746e19 100644
--- a/pandas/core/categorical.py
+++ b/pandas/core/categorical.py
@@ -999,11 +999,12 @@ def __setstate__(self, state):
             raise Exception('invalid pickle state')
 
         # Provide compatibility with pre-0.15.0 Categoricals.
-        if '_codes' not in state and 'labels' in state:
-            state['_codes'] = state.pop('labels').astype(np.int8)
         if '_categories' not in state and '_levels' in state:
             state['_categories'] = self._validate_categories(state.pop(
                 '_levels'))
+        if '_codes' not in state and 'labels' in state:
+            state['_codes'] = _coerce_indexer_dtype(state.pop('labels'),
+                                                    state['_categories'])
 
         # 0.16.0 ordered change
         if '_ordered' not in state:
diff --git a/pandas/io/tests/data/legacy_pickle/0.14.1/0.14.1_x86_64_darwin_2.7.12.pickle b/pandas/io/tests/data/legacy_pickle/0.14.1/0.14.1_x86_64_darwin_2.7.12.pickle
new file mode 100644
index 0000000000000..917ad2b0ff1a3
Binary files /dev/null and b/pandas/io/tests/data/legacy_pickle/0.14.1/0.14.1_x86_64_darwin_2.7.12.pickle differ
diff --git a/pandas/io/tests/data/legacy_pickle/0.15.0/0.15.0_x86_64_darwin_2.7.12.pickle b/pandas/io/tests/data/legacy_pickle/0.15.0/0.15.0_x86_64_darwin_2.7.12.pickle
new file mode 100644
index 0000000000000..c7a745cf9b458
Binary files /dev/null and b/pandas/io/tests/data/legacy_pickle/0.15.0/0.15.0_x86_64_darwin_2.7.12.pickle differ
diff --git a/pandas/io/tests/data/legacy_pickle/0.18.1/0.18.1_x86_64_darwin_2.7.12.pickle b/pandas/io/tests/data/legacy_pickle/0.18.1/0.18.1_x86_64_darwin_2.7.12.pickle
new file mode 100644
index 0000000000000..5ee1f88c93a34
Binary files /dev/null and b/pandas/io/tests/data/legacy_pickle/0.18.1/0.18.1_x86_64_darwin_2.7.12.pickle differ
diff --git a/pandas/io/tests/generate_legacy_storage_files.py b/pandas/io/tests/generate_legacy_storage_files.py
index bfa8ff6d30a9c..25fd86d899c08 100644
--- a/pandas/io/tests/generate_legacy_storage_files.py
+++ b/pandas/io/tests/generate_legacy_storage_files.py
@@ -80,6 +80,7 @@ def create_data():
                     [u'one', u'two', u'one', u'two', u'one',
                      u'two', u'one', u'two']])),
         names=[u'first', u'second']))
+
     series = dict(float=Series(data[u'A']),
                   int=Series(data[u'B']),
                   mixed=Series(data[u'E']),
@@ -135,6 +136,10 @@ def create_data():
                            items=[u'A', u'B', u'A']),
                  mixed_dup=mixed_dup_panel)
 
+    cat = dict(int8=Categorical(list('abcdefg')),
+               int16=Categorical(np.arange(1000)),
+               int32=Categorical(np.arange(10000)))
+
     return dict(series=series,
                 frame=frame,
                 panel=panel,
@@ -143,7 +148,8 @@ def create_data():
                 mi=mi,
                 sp_series=dict(float=_create_sp_series(),
                                ts=_create_sp_tsseries()),
-                sp_frame=dict(float=_create_sp_frame()))
+                sp_frame=dict(float=_create_sp_frame()),
+                cat=cat)
 
 
 def create_pickle_data():
diff --git a/pandas/io/tests/test_pickle.py b/pandas/io/tests/test_pickle.py
index c12d6e02e3a2e..e337ad4dcfed2 100644
--- a/pandas/io/tests/test_pickle.py
+++ b/pandas/io/tests/test_pickle.py
@@ -109,8 +109,12 @@ def compare_series_dt_tz(self, result, expected, typ, version):
             tm.assert_series_equal(result, expected)
 
     def compare_series_cat(self, result, expected, typ, version):
-        # Categorical.ordered is changed in < 0.16.0
-        if LooseVersion(version) < '0.16.0':
+        # Categorical dtype is added in 0.15.0
+        # ordered is changed in 0.16.0
+        if LooseVersion(version) < '0.15.0':
+            tm.assert_series_equal(result, expected, check_dtype=False,
+                                   check_categorical=False)
+        elif LooseVersion(version) < '0.16.0':
             tm.assert_series_equal(result, expected, check_categorical=False)
         else:
             tm.assert_series_equal(result, expected)
@@ -125,8 +129,12 @@ def compare_frame_dt_mixed_tzs(self, result, expected, typ, version):
             tm.assert_frame_equal(result, expected)
 
     def compare_frame_cat_onecol(self, result, expected, typ, version):
-        # Categorical.ordered is changed in < 0.16.0
-        if LooseVersion(version) < '0.16.0':
+        # Categorical dtype is added in 0.15.0
+        # ordered is changed in 0.16.0
+        if LooseVersion(version) < '0.15.0':
+            tm.assert_frame_equal(result, expected, check_dtype=False,
+                                  check_categorical=False)
+        elif LooseVersion(version) < '0.16.0':
             tm.assert_frame_equal(result, expected, check_categorical=False)
         else:
             tm.assert_frame_equal(result, expected)